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~person:"Li, Jing"
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Search: subject:"Unit-linked life insurance"
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unit-linked life insurance contracts
3
Lebensversicherung
2
Theorie
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Unit-linked life insurance contracts
2
fair contract analysis
2
limited rationality
2
mortality model risk
2
price bounds
2
stochastic control
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surrender guarantee
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Bewertung
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Gerechtigkeit
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Hedging
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Indexierung
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Investmentfonds
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Kontrolltheorie
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English
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Li, Jing
Ceci, Claudia
5
Colaneri, Katia
5
Cretarola, Alessandra
5
Szimayer, Alexander
5
Huber, Carin
2
Schmeiser, Hato
2
Anzilli, Luca
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Biagini, Francesca
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Botero, Camila
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Budinský, Petr
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Cesare, Luigi De
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Gatzert, Nadine
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Møller, Thomas
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Orozco-Garcia, Carolina
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Pansera, Jérôme
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Riesner, Martin
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Schlager, Tobias
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Schreiber, Irene
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Šindelář, Jiří
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University of Bonn, Germany
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Bonn Econ Discussion Papers
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Insurance: Mathematics and Economics
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EconStor
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1
Bilateral Trade, Openness and Asset Holdings
Li, Jing
;
Szimayer, Alexander
-
University of Bonn, Germany
-
2010
We study the valuation of
unit-linked
life
insurance
contracts with surrender guarantees. Instead of solving an optimal …
Persistent link: https://www.econbiz.de/10008764096
Saved in:
2
The Uncertain Mortality Intensity Framework: Pricing and Hedging
Unit-Linked
Life
Insurance
Contracts
Li, Jing
;
Szimayer, Alexander
-
2010
We study the valuation and hedging of
unit-linked
life
insurance
contracts in a setting where mortality intensity is … setting we derive upper and lower price bounds for
unit-linked
life
insurance
contracts using stochastic control techniques …
Persistent link: https://www.econbiz.de/10010270425
Saved in:
3
The effect of policyholders' rationality on
unit-linked
life
insurance
contracts with surrender guarantees
Li, Jing
;
Szimayer, Alexander
-
2010
We study the valuation of
unit-linked
life
insurance
contracts with surrender guarantees. Instead of solving an optimal …
Persistent link: https://www.econbiz.de/10010293371
Saved in:
4
The Uncertain Mortality Intensity Framework: Pricing and Hedging
Unit-Linked
Life
Insurance
Contracts
Li, Jing
;
Szimayer, Alexander
-
University of Bonn, Germany
-
2010
We study the valuation and hedging of
unit-linked
life
insurance
contracts in a setting where mortality intensity is … setting we derive upper and lower price bounds for
unit-linked
life
insurance
contracts using stochastic control techniques …
Persistent link: https://www.econbiz.de/10008455622
Saved in:
5
The uncertain mortality intensity framework: Pricing and hedging
unit-linked
life
insurance
contracts
Li, Jing
;
Szimayer, Alexander
- In:
Insurance: Mathematics and Economics
49
(
2011
)
3
,
pp. 471-486
We study the valuation and hedging of
unit-linked
life
insurance
contracts in a setting where mortality intensity is … setting we derive upper and lower price bounds for
unit-linked
life
insurance
contracts using stochastic control techniques …
Persistent link: https://www.econbiz.de/10010572708
Saved in:
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